Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 60935.8679 | 36171.0606 | 24764.8073 | 56897.1575 | 32323.8972 | 24573.2602 |
Total P&L (%) | 60.9359 | 36.1711 | 24.7648 | 56.8972 | 32.3239 | 24.5733 |
Avg Daily Profit (%) | 0.4387 | 0.2604 | 0.1783 | 0.3248 | 0.2018 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24642 | -44365 | -5653 | -36959 | -54165 | -8935 |
Profit Factor | 1.3741 | 1.2732 | 1.8123 | 1.2741 | 1.1909 | 1.6415 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 53.6585 | 49.1803 | 58.0645 | 53.6585 | 49.1803 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.1868 | 1.3157 | 1.3089 | 1.1003 | 1.2306 | 1.1856 |
Largest Winning Trade | 17712 | 17712 | 8540 | 23717 | 23717 | 8357 |
Largest Losing Trade | -17174 | -17174 | -3659 | -20290 | -20290 | -6025 |
Avg Bars in Trades | 103 | 192 | 15 | 103 | 192 | 15 |
Avg Bars in Winners | 73 | 143 | 14 | 73 | 143 | 14 |
Avg Bars in Losers | 137 | 239 | 15 | 137 | 239 | 15 |
Bars Traded | 12677 | 11728 | 949 | 12677 | 11728 | 949 |
Profit Streak | 136.7891 | 0 | 150.6328 | 136.7891 | 0 | 150.6328 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330574 | -158285 | -146928 | 263819 | -169568 | -147834 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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